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Displaying results 1 to 10 of 10.

  1. An elusive panacea?
    the impact of the regulatory valuation regime on insurers' investment behaviour
    Author: Lepore, Caterina; Tanaka, Misa; Humphry, David; Sen, Kallol
    Published: February 2018
    Publisher:  Bank of England, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 710
    Subjects: Valuation; historical cost accounting; mark-to-market; risk-shifting; fire sales; prudential regulation; insurance
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  2. Macroprudential stress‑test models
    a survey
    Author: Aikman, David; Beale, Daniel; Brinley-Codd, Adam; Covi, Giovanni; Hüser, Anne-Caroline; Lepore, Caterina
    Published: [2023]
    Publisher:  Bank of England, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 443
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 1037 (August 2023)
    Subjects: Stress testing; system‑wide models; contagion; systemic risk; market‑basedfinance; real‑financial linkages; sectoral interlinkages; macroprudential policy
    Scope: 1 Online-Ressource (circa 61 Seiten), Illustrationen
  3. Global economic impacts of physical climate risks
    Author: Fernando, Roshen; Lepore, Caterina
    Published: 2023
    Publisher:  Australian National University, Crawford School of Public Policy, Canberra

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VSP 1716
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAMA working paper series ; 2023, 50 (October 2023)
    Subjects: Climate change; Climate risks; Extreme events; Macroeconomic modelling
    Scope: 1 Online-Ressource (circa 120 Seiten), Illustrationen
  4. Approaches to climate risk analysis in FSAPs
    Author: Adrian, Tobias; Grippa, Pierpaolo; Groß, Marco; Haksar, Vikram; Krznar, Ivo; Lamichhane, Sujan; Lepore, Caterina; Lipinsky, Fabian; Oura, Hiroko; Panagiotopoulos, Apostolos
    Published: 2022
    Publisher:  International Monetary Fund, Washington, DC

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9798400213014; 9798400212970
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    Series: Staff climate notes ; 2022, 005
    Subjects: Climate change; physical risk; transition risk; risk analysis; stress testing; Financial Sector Assessment Program
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  5. How does the Repo market behave under stress?
    evidence from the COVID-19 crisis
    Author: Hüser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard A. M.
    Published: Nov 2021
    Publisher:  International Monetary Fund, [Washington, D.C.]

    We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected,... more

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    We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected, with most institutions relying on existing trade relationships to transact. There are however significant changes in the repo volumes and spreads during the stress relative to normal times. We find a significant increase in volumes traded in the cleared segment of the market. This reflects a preference for dealers and banks to transact in the cleared rather than the bilateral segment. Funding decreases towards non-banks, only increasing for hedge funds. Further, spreads are higher when dealers and banks lend to rather than borrow from non-banks. Our results can inform the policy debate around the behaviour of banks and non-banks in recent liquidity stress and on widening participation in CCPs by nonbanks

     
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781589068452
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    Series: Working paper / International Monetary Fund ; WP/21, 267
    Subjects: Repo market; liquidity risk; financial networks; market microstructure; COVID-19 crisis; Banks; Depository Institutions; Financial Crises; Foreign Exchange; Micro Finance Institutions; Network Formation and Analysis
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  6. Approaches to climate risk analysis in FSAPs
    Author: Adrian, Tobias; Grippa, Pierpaolo; Groß, Marco; Haksar, Vikram; Krznar, Ivo; Lamichhane, Sujan; Lepore, Caterina; Lipinsky, Fabian; Oura, Hiroko; Panagiotopoulos, Apostolos
    Published: 2022
    Publisher:  International Monetary Fund, Washington, DC

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Bibliothek der Pädagogischen Hochschule Freiburg/Breisgau
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Duale Hochschule Baden-Württemberg Heidenheim, Bibliothek
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    e-Book Nationallizenz
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 849
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    Universitätsbibliothek Leipzig
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    E-Book Nationallizenz IMF
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    Hochschule Offenburg, University of Applied Sciences, Bibliothek Campus Offenburg
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    E-Book International Monetary Fund
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    Hochschulbibliothek Pforzheim, Bereichsbibliothek Technik und Wirtschaft
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    e-Book International Monetary Fund eLibrary
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    Duale Hochschule Baden-Württemberg Ravensburg, Bibliothek
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    E-Book IMF
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    Hochschule Albstadt-Sigmaringen, Bibliothek Sigmaringen
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9798400213014; 9798400212970
    Other identifier:
    Series: Staff climate notes ; 2022, 005
    Subjects: Climate change; physical risk; transition risk; risk analysis; stress testing; Financial Sector Assessment Program
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  7. How does the Repo market behave under stress?
    evidence from the COVID-19 crisis
    Author: Hüser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard A. M.
    Published: Nov 2021
    Publisher:  International Monetary Fund, [Washington, D.C.]

    We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected,... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Universitätsbibliothek Braunschweig
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    Staats- und Universitätsbibliothek Bremen
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    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Duale Hochschule Baden-Württemberg Heidenheim, Bibliothek
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    e-Book Nationallizenz
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Duale Hochschule Baden-Württemberg Mosbach, Bibliothek
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    E-Book Nationallizenz IMF
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    Hochschule Offenburg, University of Applied Sciences, Bibliothek Campus Offenburg
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    E-Book International Monetary Fund
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    Hochschulbibliothek Pforzheim, Bereichsbibliothek Technik und Wirtschaft
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    e-Book International Monetary Fund eLibrary
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    Duale Hochschule Baden-Württemberg Ravensburg, Bibliothek
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    E-Book IMF
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    Hochschule Albstadt-Sigmaringen, Bibliothek Sigmaringen
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    We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected, with most institutions relying on existing trade relationships to transact. There are however significant changes in the repo volumes and spreads during the stress relative to normal times. We find a significant increase in volumes traded in the cleared segment of the market. This reflects a preference for dealers and banks to transact in the cleared rather than the bilateral segment. Funding decreases towards non-banks, only increasing for hedge funds. Further, spreads are higher when dealers and banks lend to rather than borrow from non-banks. Our results can inform the policy debate around the behaviour of banks and non-banks in recent liquidity stress and on widening participation in CCPs by nonbanks

     
    Export to reference management software   RIS file
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781589068452
    Other identifier:
    Series: Working paper / International Monetary Fund ; WP/21, 267
    Subjects: Repo market; liquidity risk; financial networks; market microstructure; COVID-19 crisis; Banks; Depository Institutions; Financial Crises; Foreign Exchange; Micro Finance Institutions; Network Formation and Analysis
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  8. How does the repo market behave under stress? Evidence from the Covid-19 crisis
    Author: HÜser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard A. M.
    Published: June 2021
    Publisher:  Bank of England, London

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 443
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 910
    Subjects: Repo market; liquidity risk; financial networks; market microstructure; Covid-19 crisis
    Scope: 1 Online-Ressource (circa 30 Seiten), Illustrationen
    Notes:

    This is an updated version of the Staff Working Paper originally published on 26 February 2021
  9. Global economic impacts of physical climate risks
    Author: Fernando, Roshen; Lepore, Caterina
    Published: [2023]
    Publisher:  CEPAR, ARC Centre of Excellence in Population Ageing Research, [Kensington, NSW]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CEPAR, ARC Centre of Excellence in Population Ageing Research ; 2023, 17
    CAMA working paper series ; 2023, 50 (October 2023)
    Subjects: Climate change; Climate risks; Extreme events; Macroeconomic modeling
    Scope: 1 Online-Ressource (circa 121 Seiten), Illustrationen
  10. Taking regulation seriously
    fire sales under solvency and liquidity constraints
    Author: Coen, Jamie; Lepore, Caterina; Schaanning, Eric
    Published: April 2019
    Publisher:  Bank of England, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 443
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 793
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen